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Option Chain For WIPRO - WIPRO LTD
Last updated on 10 Jul 2020 01:01 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 140 - - - - -
- - - - - 145 - - - - -
- - - - - 150 - - - - -
- - - - - 155 - - - - -
- - - - - 160 - - - - -
- - - - - 162.5 - - - - -
- - - - - 165 - - - - -
- - - - - 167.5 - - - - -
- - - - - 170 - - - - -
- - - - - 172.5 - - - - -
- - - - - 175 - - - - -
- - - - - 177.5 - - - - -
6,400 - - - - 180 -0.25 0.10 42.85 - 35,200
- - - - - 182.5 - - - - -
- - - - - 185 - - - - -
12,800 - - - - 187.5 - - - - -
3,200 - - - - 190 -0.10 0.60 46.17 19,200 147,200
- - - - - 192.5 - - - - -
- - - - - 195 - - - - 44,800
6,400 - - - - 197.5 - - - - 12,800
35,200 - - - - 200 -0.25 1.50 45.38 73,600 531,200
- - - - - 202.5 - - - - 22,400
22,400 - - - - 205 - 2.35 44.24 9,600 83,200
6,400 - - - - 207.5 - - - - -
57,600 - - - - 210 -0.70 3.20 42.67 -3,200 464,000
16,000 - - - - 212.5 -0.05 3.95 42.24 6,400 54,400
41,600 -3,200 38.72 13.35 0.35 215 -0.75 4.70 41.30 -22,400 332,800
16,000 - - - - 217.5 -0.70 5.75 42.47 3,200 64,000
428,800 22,400 39.76 10.65 0.60 220 -1.10 6.50 43.23 -3,200 460,800
112,000 22,400 38.75 9.30 0.55 222.5 -1.45 7.70 44.63 3,200 67,200
294,400 35,200 39.58 8.15 0.45 225 -0.95 9.20 43.57 9,600 102,400
108,800 6,400 37.43 6.80 0.05 227.5 -1.40 10.65 42.71 25,600 44,800
1,049,600 -3,200 39.55 6.00 0.15 230 -1.40 12.10 43.26 9,600 166,400
70,400 - 38.16 4.65 -0.25 232.5 - - - - 6,400
259,200 19,200 39.82 4.25 -0.10 235 0.80 17.40 52.90 - 3,200
32,000 - 37.70 3.15 -0.35 237.5 - - - - 6,400
883,200 38,400 38.70 3.00 -0.10 240 - - - - 12,800
- - - - - 242.5 - - - - -
86,400 3,200 39.13 1.90 -0.40 245 - - - - -
- - - - - 247.5 - - - - -
825,600 80,000 41.80 1.65 -0.05 250 - - - - 6,400
- - - - - 252.5 - - - - -
35,200 6,400 41.46 1.00 -0.10 255 - - - - -
- - - - - 257.5 - - - - -
400,000 3,200 42.19 0.70 -0.05 260 - - - - -
- - - - - 262.5 - - - - -
249,600 6,400 43.10 0.50 - 265 0.20 42.00 55.68 - 6,400
Total 5,059,200 2,675,200
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike prices, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.